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Hedging
See:
Description
Class Summary  
CallHedgeStatisticsGraphs  European calls on a constant volatility asset are hedged and the mean and standard deviation of the hedge profit and loss computed as a function of the strike price K and or the volatility hedge_sigma employed in computing the hedge weights. 
DeltaHedge  Hedge using a delta hedge (defined in the package
TradingStrategies )
as the trading strategy hedging the option payoff. 
Hedge  Hedge Profit And Loss: this class provides methods to compute the profit/loss from hedging an option using various deltas: 
OptionHedge  Hedge using a TradingStrategy defined by the
the abstract method OptionHedge.weight(int) trading in the underlying
to hedge the change in option value. 
VectorDeltaHedge  Hedge using a delta hedge (defined in the package
TradingStrategies )
as the trading strategy hedging the option payoff. 
VectorHedge  A hedge for an option on a basket (asset vector). 
Hedging
Flag
for
the flags which identify the various hedge weights (deltas).


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